Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45145.18 Day 33 5116.09 30-90 Days IG-1-Q 3440.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23506.06 Day 33 1379.84 Open IG-2-Q 1318.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83674.62 Day 33 6179.96 Open C-1 5905.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71681.11 Day 33 3843.77 91-180 Days CB-4 3504.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110846.68 Day 33 10019.00 91-180 Days E-10 5224.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72335.75 Day 33 1903.88 30-90 Days E-3 4397.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41387.56 Day 33 5569.28 <30 Days E-4 3029.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60986.80 Day 33 4451.01 91-180 Days E-5 2980.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102695.65 Day 33 11196.42 Open E-6 196.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14512.89 Day 33 1103.62 <30 Days E-7 91.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96215.94 Day 33 3063.49 Open E-8 14475.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21159.59 Day 33 1056.89 30-90 Days E-9 484.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32313.90 Day 33 3514.35 30-90 Days G-4 5508.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35454.99 Day 33 1690.82 30-90 Days IG-3 3838.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109976.71 Day 33 15331.26 91-180 Days IG-4 1444.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88184.35 Day 33 13179.86 <30 Days IG-5 4975.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26727.39 Day 33 414.09 30-90 Days IG-6 4494.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83619.36 Day 33 4228.53 Open IG-7 15466.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4617.10 Day 33 442.86 91-180 Days IG-8 381.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110421.45 Day 33 12168.25 30-90 Days L-1 18428.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63717.64 Day 33 2358.70 Open L-10 718.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109378.37 Day 33 6051.60 <30 Days L-11 12575.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43057.07 Day 33 1210.59 <30 Days L-2 4115.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102134.52 Day 33 565.40 Open L-3 6888.93 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 67734.61 Day 33 7119.18 30-90 Days L-4 4807.23 Yes Liberty Mortgage Services Corp. Legal